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results/window_06_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2016",
   "train_start": "2008-01-02",
   "train_end": "2015-12-31",
-  "ftrl_total_return": 0.05858969553003712,
+  "ftrl_total_return": 0.10763868407109878,
   "agg_total_return": 0.024517468392309505,
-  "excess_return": 0.03407222713772762,
-  "ftrl_sharpe": 0.5761799419428316,
-  "ftrl_max_drawdown": -0.11917251029479498,
-  "live_ftrl_return": 0.1566324961989105,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.0862893539963292,
-  "live_sharpe": 1.0653897207562215,
-  "live_max_drawdown": -0.12014959369139483,
-  "live_n_days": 266,
+  "excess_return": 0.08312121567878927,
+  "ftrl_sharpe": 1.1903416645965201,
+  "ftrl_max_drawdown": -0.0813974853217837,
+  "live_ftrl_return": 0.10491610817086494,
+  "live_agg_return": 0.06429542206536243,
+  "live_excess_return": 0.04062068610550251,
+  "live_sharpe": 0.958317097486802,
+  "live_max_drawdown": -0.07018139464002641,
+  "live_n_days": 267,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -14.988215607455228
+  "best_train_epoch": 6,
+  "best_train_return": -13.515706004682299
 }